Ranked On: 28 March 2024
Fund Name | BMSMONEY Rank | Rating | 1Y (R) | 3Y (R) | 5Y (R) | 7Y (R) | 10Y (R) | 1Y (D) | 3Y (D) | 5Y (D) | 7Y (D) | 10Y (D) | Std. Dev. | Max Drawdown | VaR 1Y 95% | Jensen's Alpha | Beta | Sortino Ratio | Sharpe Ratio |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Icici Prudential Constan… | - | |
5.97% | 4.72% | 7.63% | 7.56% | % | 6.13% | 4.89% | 7.80% | 7.76% | % | 2.92% | -3.74% | -3.58% | 1.10% | 0.92 | -0.26 | -0.80 |
Sbi Magnum Constant Matu… | - | |
5.88% | 4.72% | 7.02% | 7.25% | 8.40% | 6.23% | 5.05% | 7.36% | 7.59% | 8.75% | 2.83% | -3.61% | -3.54% | 1.10% | 0.90 | -0.28 | -0.84 |
Idfc Government Securiti… | - | |
6.29% | 4.41% | 7.26% | 7.90% | 8.53% | 6.51% | 4.58% | 7.43% | 8.04% | 8.68% | 2.91% | -3.96% | -3.61% | 0.77% | 0.90 | -0.30 | -0.92 |
Dsp 10y G-Sec Fund | - | |
5.92% | 3.37% | 6.38% | 5.81% | % | 6.13% | 3.59% | 6.60% | 6.04% | % | 3.09% | -4.65% | -4.47% | -0.34% | 0.95 | -0.36 | -1.15 |
Return Calculated On: 08 May 2024
Ratios Calculated On: 28 March 2024
Fund Name | 1Y Invested Amount: 12,000 |
3Y Invested Amount: 36,000 |
5Y Invested Amount: 60,000 |
7Y Invested Amount: 84,000 |
10Y Invested Amount: 1,20,000 |
15Y Invested Amount: 1,80,000 |
||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | |
DSP 10Y G-Sec Fund | 12710.4 | 12453.88 | 39769.2 | 39263.36 | 81726.0 | 67969.86 | 124740.0 | 102541.4 | ||||
ICICI Prudential Constant Maturity Gilt Fund | 12716.4 | 12453.55 | 41346.0 | 39494.38 | 86646.0 | 69537.78 | 139944.0 | 107259.77 | ||||
IDFC Government Securities Fund - Constant Maturity Plan | 12754.8 | 12479.76 | 40978.8 | 39445.34 | 85200.0 | 69005.04 | 143077.2 | 107166.11 | 272064.0 | 175698.84 | 540792.0 | 337985.1 |
SBI Magnum Constant Maturity Fund | 12705.6 | 12448.6 | 41342.4 | 39470.04 | 84246.0 | 69042.66 | 137088.0 | 105867.05 | 268728.0 | 173038.92 | 564660.0 | 336485.7 |
Fund Name | 1Y Invested Amount: 12,000 |
3Y Invested Amount: 36,000 |
5Y Invested Amount: 60,000 |
7Y Invested Amount: 84,000 |
10Y Invested Amount: 1,20,000 |
15Y Invested Amount: 1,80,000 |
||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | |
DSP 10Y G-Sec Fund | 12735.6 | 12467.68 | 40017.6 | 39390.8 | 82596.0 | 68341.26 | 126672.0 | 103366.03 | ||||
ICICI Prudential Constant Maturity Gilt Fund | 12735.6 | 12463.78 | 41544.0 | 39591.65 | 87366.0 | 69831.18 | 141724.8 | 107954.2 | ||||
IDFC Government Securities Fund - Constant Maturity Plan | 12781.2 | 12494.5 | 41180.4 | 39556.66 | 85836.0 | 69302.94 | 144370.8 | 107788.3 | 275748.0 | 177129.0 | ||
SBI Magnum Constant Maturity Fund | 12747.6 | 12470.95 | 41734.8 | 39668.87 | 85566.0 | 69620.46 | 140196.0 | 107157.46 | 277536.0 | 176234.28 |
Fund Name | VaR 1 Y 95% | Max Drawdown % | Average Drawdown % | Standard Deviation % | Semi Deviation % |
---|---|---|---|---|---|
Dsp 10y G-Sec Fund |
-4.47 | -4.65 | -1.77 | 3.09 | 2.29 |
Icici Prudential Constant Maturity Gilt Fund |
-3.58 | -3.74 | -0.83 | 2.92 | 2.16 |
Idfc Government Securities Fund - Constant Maturity Plan |
-3.61 | -3.96 | -1.07 | 2.91 | 2.15 |
Sbi Magnum Constant Maturity Fund |
-3.54 | -3.61 | -0.78 | 2.83 | 2.07 |
Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return |
---|---|---|---|---|---|---|---|---|---|---|
Dsp 10y G-Sec Fund |
-1.15
|
-0.36
|
0.26
|
0.38
|
-0.34
|
0.95 |
0.99
|
|
0.31
|
-0.4407
|
Icici Prudential Constant Maturity Gilt Fund |
-0.80
|
-0.26
|
0.37
|
0.37
|
1.10
|
0.92 |
0.88
|
|
0.40
|
0.4585
|
Idfc Government Securities Fund - Constant Maturity Plan |
-0.92
|
-0.30
|
0.34
|
0.38
|
0.77
|
0.90 |
0.90
|
|
0.37
|
0.1805
|
Sbi Magnum Constant Maturity Fund |
-0.84
|
-0.28
|
0.37
|
0.36
|
1.10
|
0.90 |
0.91
|
|
0.39
|
0.1631
|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
DSP 10Y G-Sec Fund |
0.01%
|
0.33%
|
0.71%
|
1.33%
|
4.27%
|
5.92%
|
3.37%
|
6.38%
|
5.81%
|
%
|
%
|
ICICI Prudential Constant Maturity Gilt Fund |
-0.04%
|
0.27%
|
0.65%
|
1.29%
|
4.27%
|
5.97%
|
4.72%
|
7.63%
|
7.56%
|
%
|
%
|
IDFC Government Securities Fund - Constant Maturity Plan |
-0.06%
|
0.30%
|
0.57%
|
1.19%
|
4.64%
|
6.29%
|
4.41%
|
7.26%
|
7.90%
|
8.53%
|
7.61%
|
SBI Magnum Constant Maturity Fund |
-0.05%
|
0.26%
|
0.57%
|
1.14%
|
4.29%
|
5.88%
|
4.72%
|
7.02%
|
7.25%
|
8.40%
|
7.92%
|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
DSP 10Y G-Sec Fund |
0.01%
|
0.33%
|
0.73%
|
1.38%
|
4.37%
|
6.13%
|
3.59%
|
6.60%
|
6.04%
|
%
|
%
|
ICICI Prudential Constant Maturity Gilt Fund |
-0.04%
|
0.28%
|
0.66%
|
1.33%
|
4.34%
|
6.13%
|
4.89%
|
7.80%
|
7.76%
|
%
|
%
|
IDFC Government Securities Fund - Constant Maturity Plan |
-0.06%
|
0.31%
|
0.59%
|
1.24%
|
4.76%
|
6.51%
|
4.58%
|
7.43%
|
8.04%
|
8.68%
|
%
|
SBI Magnum Constant Maturity Fund |
-0.05%
|
0.26%
|
0.60%
|
1.22%
|
4.46%
|
6.23%
|
5.05%
|
7.36%
|
7.59%
|
8.75%
|
%
|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|---|---|---|---|---|---|
DSP 10Y G-Sec Fund |
7.08%
|
5.72%
|
4.93%
|
5.61%
|
%
|
%
|
ICICI Prudential Constant Maturity Gilt Fund |
7.07%
|
6.11%
|
5.84%
|
6.87%
|
%
|
%
|
IDFC Government Securities Fund - Constant Maturity Plan |
7.48%
|
6.02%
|
5.53%
|
6.85%
|
7.40%
|
7.93%
|
SBI Magnum Constant Maturity Fund |
6.99%
|
6.07%
|
5.55%
|
6.51%
|
7.11%
|
7.88%
|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|---|---|---|---|---|---|
DSP 10Y G-Sec Fund |
7.29%
|
5.93%
|
5.15%
|
5.84%
|
%
|
%
|
ICICI Prudential Constant Maturity Gilt Fund |
7.23%
|
6.27%
|
6.01%
|
7.05%
|
%
|
%
|
IDFC Government Securities Fund - Constant Maturity Plan |
7.72%
|
6.21%
|
5.70%
|
7.01%
|
7.56%
|
%
|
SBI Magnum Constant Maturity Fund |
7.34%
|
6.40%
|
5.89%
|
6.85%
|
7.46%
|
%
|